S&P GSCI Nickel Spot Index GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:17.06% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0388 | 17.25 | |
| 0.0436 | 21.59 | |
| 0.9479 | 447.95 |
Estimation Period:
Jan 8, 1993 to Nov 28, 2025
Jan 8, 1993 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Nickel Spot Index Analyses
Other GARCH Analyses on Commodities